Boundary Crossing Probabilities for the Wiener Process and Sample Sums

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(49)

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Time-uniform, nonparametric, nonasymptotic confidence sequences
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Time-uniform Chernoff bounds via nonnegative supermartingales
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A nonparametric sequential test with power 1 for the ruin probability in some risk models
Limit theorems for finite dams
Last passage times of minimum contrast estimators
Monitoring disruptions in financial markets
On precision of stochastic optimization based on estimates from censored data
Quality control for structural credit risk models
Linear and nonlinear boundary crossing probabilities for Brownian motion and related processes
Brownian Type Boundary Crossing Probabilities for Piecewise Linear Boundary Functions
U-Statistics in Sequential Tests and Change Detection
Boundary crossing probabilities for high-dimensional Brownian motion
On the method of images and the asymptotic behavior of first-passage times
Comparison of some sequential procedures with related optimal stopping rules
Sequential Methods to Detect Material Losses
Linear programming and the inverse method of images
An asymptotic sequential test based on confidence sequences
Asymptotic densities of stopping times associated with tests of power one
Some One-Sided Theorems on the Tail Distribution of Sample Sums with Applications to the Last Time and Largest Excess of Boundary Crossings
On the rates of convergence in limit theorems for one-sided stopping rules
A simple comparision of mixture vs. nonanticipating estimation
Remarks on “boundary crossing result for brownian motion”
A Fatou theorem for the general one-dimensional parabolic equation
Sequential Change-Point Detection and Estimation
Space-Time Processes, Parabolic Functions and One-Dimensional Diffusions
Encounters with Martingales in Statistics and Stochastic Optimization
BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA
A composite generalization of Ville's martingale theorem using e-processes
Game-theoretic statistical inference: optional sampling, universal inference, and multiple testing based on e-values. Abstracts from the workshop held May 5--10, 2024
A new and flexible class of sharp asymptotic time-uniform confidence sequences
On-line detection of changes in the shape of intraday volatility curves
Boundary crossing problems and functional transformations for Ornstein-Uhlenbeck processes
Uncertainty quantification using martingales for misspecified Gaussian processes
Time-uniform central limit theory and asymptotic confidence sequences
Spiking neural models for decision-making tasks with learning
Confidence sequences with informative, bounded-influence priors
A nonparametric sequential test with power 1 for the mean of Lévy-stable laws with infinite variance
Analytic crossing probabilities for certain barriers by Brownian motion

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